+1,509.6%
MRVL vs BURL
+1,021.0%
+488.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +7.7% | -14.8% | -9.5% |
| 7D | -36.5% | +10.4% | -46.9% | -38.7% |
| 30D | -41.1% | -4.9% | -36.1% | -40.5% |
| 3M | -26.9% | -29.8% | +2.9% | -19.1% |
| 6M | -2.3% | -16.5% | +14.1% | +1.5% |
| YTD | +88.4% | -10.5% | +98.9% | +90.7% |
| 1Y | +82.7% | -5.3% | +88.1% | +80.3% |
| 3Y | +213.8% | +95.1% | +118.7% | +145.0% |
| 5Y | +127.4% | -12.1% | +139.5% | +112.5% |
| 10Y | +1,267.3% | +273.2% | +994.1% | +832.0% |
| All | +1,509.6% | +1,021.0% | +488.6% | +930.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling